Senior Quantitative Analyst - Interest Rate Pricing Models 100% (f/m/d) (Contract through our external payroll partner with immediate start until 31.12.2027, possible extension)

About this job

We are seeking an experienced Quantitative Analyst to support the development and implementation of a comprehensive interest rate pricing library covering a wide range of interest rate products. This is a temporary assignment based in Zurich within our Global Products & Solutions Unit. YOUR CHALLENGE Design, develop, and implement robust interest rate pricing models capable of covering all sorts of interest rate products Collaborate closely with traders, risk managers, and IT departments to ensure the models meet business requirements and technical standards Provide hands-on implementation support throughout the project lifecycle, from conceptualisation to production deployment YOUR PROFILE Master's degree or higher in a quantitative discipline (e.g., Mathematics, Physics, Engineering,…

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